Place salmon on a greased baking sheet; sprinkle with salt and pepper. Spread with mayonnaise and sprinkle with pistachios
Bake at 375 for 15-20 minutes or until fish flakes easily with a fork
Meanwhile, in a small saucepan, cook and stir shallot in oil over medium high heat until tender. Add half and half and lemon peel, salt and cayenne; bring to a boil. Reduce heat; simmer, uncovered for 5-7 minutes or until thickened, stirring occasionally. Serve with salmon.